+72.4%
RA vs VT
+218.8%
-146.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.3% |
| 7D | +3.2% | +0.4% | +2.8% | +2.9% |
| 30D | +6.1% | -2.6% | +8.7% | +7.7% |
| 3M | -2.6% | -3.2% | +0.6% | -0.8% |
| 6M | +0.3% | +0.9% | -0.7% | -0.6% |
| YTD | +3.7% | +11.3% | -7.7% | -3.5% |
| 1Y | +3.1% | +14.0% | -10.9% | -5.5% |
| 3Y | +37.3% | +75.8% | -38.6% | -6.2% |
| 5Y | -1.0% | +57.8% | -58.9% | -28.1% |
| All | +72.4% | +218.8% | -146.5% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling